Installing Joomla on on of Microsoft's SQL-based back-ends can be very simple with the setup utilities they provide. The process is shown in detail by the tutorials on hooduku's
channel on YouTube. Here is a pair of videos that can get you set up quick and easy!

Installing Joomla 1.6 Beta 13 on SQLServer 2008

You can find the second part of this installation guide on
this site. It hasn't been put on YouTube yet.